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浏览/检索结果: 共43条，第1-10条 帮助 限定条件 发表日期：2015    专题：上海大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Statistical Arbitrage Research Based on Pairs Trading Strategies 会议论文 International Conference on Economics and Management (ICEM), 2015-01-01 作者:  Zhang, Juan[1];  Guo, Feng[2] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/26 Pairs trading strategy  positions  time-varying standard deviation  arbitrage   Volatility Forecasting : Model-Free Implied Volatility 会议论文 International Conference on Education, Management, Commerce and Society (EMCS), 2015-01-01 作者:  Cheng, Jing Fei[1];  Lu, Gui Bin[2] 收藏  |  浏览/下载：5/0  |  提交时间：2019/04/26 Model-free  GARCH  Realized volatility  Volatility forecasting  Information content   How Do Smokers Respond to Cigarette Taxes? Evidence from China's Cigarette Industry 期刊论文 Health economics, 2015, 卷号: 24, 页码: 1314-1330 作者:  Liu Hong[1];  Rizzo John A[2];  Sun Qi[3];  Wu Fang[4] 收藏  |  浏览/下载：6/0  |  提交时间：2019/04/26 D42  H22  I10  cigarette demand  cigarette tax  discrete choice models  substitution   Empirical Research on the Relationship between Industrial Structure Adjustment and Financial Support-Based on the Analysis of 17 Cities in Shandong Province 会议论文 2nd International Conference on E-Commerce and Contemporary Economic Development (ECED), 2015-01-01 作者:  Han, Kun[1] 收藏  |  浏览/下载：2/0  |  提交时间：2019/04/26 Industrial structure adjustment  Financial support  Impulse response  Panel analysis   Dynamic factors and asset pricing: International and further U.S. evidence 期刊论文 Pacific-Basin Finance Journal, 2015, 卷号: 32, 页码: 21-39 作者:  Zhongzhi He[1];  Jie Zhu[2];  Xiaoneng Zhu[3] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/26 International stock markets  Cross-sectional returns  Out-of-sample predictability  Asset allocation   A STUDY OF THE INVESTMENT BEHAVIOR BASED ON BEHAVIORAL FINANCE 会议论文 7th International Scientific Conference on Finance and Performance of Firms in Science, Education and Practice, 2015-01-01 作者:  Yu Zhangand[1];  Zheng, Xiaosong[2] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/26 behavioral finance  market efficiency  irrational behavior  investor psychology  market anomalies   The Determination of the Equilibrium Exchange Rates Based on a General Equilibrium Model 会议论文 7th International Conference on Financial Risk and Corporate Finance Management, 2015-01-01 作者:  Wu, Li[1] 收藏  |  浏览/下载：5/0  |  提交时间：2019/04/26 exchange rate  general equilibrium  multi-country economy  CGE model   Optimal Multi-period Mean-Variance Policy with Management Costs 会议论文 27th Chinese Control and Decision Conference (CCDC), 2015-01-01 作者:  Cui, Xiangyu[1];  Gao, Jianjun[2];  Shi, Yun[3] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/26 multi-period mean-variance model  proportional management costs  duality theory   Discrete-time behavioral portfolio selection under cumulative prospect theory 期刊论文 JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2015, 卷号: 61, 页码: 283-302 作者:  Shi, Yun[1];  Cui, Xiangyu[2];  Li, Duan[3] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/26 Multi-period portfolio selection  S-shaped utility  Probability weighting  Time consistent policy  Two-fund separation  Non-participation puzzle and horizon effect   Series expansions for 1/pi(m) and pi(m) 期刊论文 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2015, 卷号: 421, 页码: 1247-1253 作者:  Wei, Chuanan[1];  Wang, Xiaoxia[2];  Dai, Linlin[3] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/26 The telescoping method  Series expansion for 1/pi(m)  Series expansion for pi(m)